Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52039.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47916.03 Kr¶

PnL: ---------------------------------------> -1015.97 Kr¶

DD now: ---------------------------------> -2.035 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:02:22.909931'

Anic Portfolio¶

Today¶

Return: -0.069 %¶

This Week¶

Return: -0.53 %¶

Total portfolio value¶

Return including deposits: 70.363 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 4.250000 685.020000 46.020000 7.200000 638.999984
Biotage 4 1.600000 634.000000 31.000000 5.140000 603.000000
Embracer Group B 26 2.290000 690.040000 28.040000 4.240000 661.999988
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Volati 5 3.140000 591.000000 17.000000 2.960000 574.000000
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Fortnox 10 0.090000 677.000000 9.000000 1.350000 668.000000
NCC B 7 0.750000 661.500000 7.500000 1.150000 653.999997
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
Latour B 2 -0.530000 449.600000 0.600000 0.130000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.870000 1317.000000 -3.000000 -0.230000 1320.000000
SCA A 4 1.090000 594.400000 -4.600000 -0.770000 599.000000
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Addnode Group B 6 -2.130000 744.000000 -8.000000 -1.060000 751.999998
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Investor B 3 -0.650000 644.550000 -13.450000 -2.040000 657.999999
Gaming Innovation Group 161 0.390000 4161.850000 -26.150000 -0.620000 4187.999942
Lime Technologies 2 -4.290000 558.000000 -35.000000 -5.900000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.920000 3433.600000 -111.400000 -3.140000 3545.000000
Sedana Medical 135 0.980000 4174.200000 -156.800000 -3.620000 4330.999935
New Wave B 40 -0.120000 3755.600000 -160.400000 -4.100000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47916.030000 -1015.970000 -2.03547% 48931.999868

Updated:¶

'2023-06-14 12:02:39.179185'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶